I just deleted an email purportedly from "FBI Washington Dc" with the subject line "Re: We found your name in our list".
I had to laugh. My mother has long said, in worried tones, "I bet you have an FBI file!". One day she said it to my father and he replied "Of course she does." and walked from the room.
So if the FBI was actually sending out such emails, my reply would be "Of course you did! And not just any list, the A List!"